+2,162.7%
SU vs EXEL
+264.7%
+1,897.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.1% |
| 7D | -1.0% | +1.4% | -2.3% | -1.1% |
| 30D | +13.7% | +6.7% | +7.0% | +12.8% |
| 3M | +8.0% | +11.5% | -3.4% | +6.5% |
| 6M | +21.0% | +38.8% | -17.8% | +16.1% |
| YTD | +56.2% | +31.6% | +24.7% | +50.6% |
| 1Y | +72.2% | +53.0% | +19.2% | +62.8% |
| 3Y | +118.1% | +160.8% | -42.7% | +91.5% |
| 5Y | +350.3% | +190.1% | +160.2% | +286.6% |
| 10Y | +248.5% | +367.0% | -118.5% | +170.0% |
| All | +2,162.7% | +264.7% | +1,897.9% | +1,191.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling